Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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INFERENCE FOR PEAKEDNESS ORDERING BETWEEN TWO DISTRIBUTIONS

  • Oh, Myong-Sik (Department of Statistics, Pusan University of Foreign Studies)
  • Published : 2004.09.01
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Abstract

The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter. This is the peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose non parametric maximum likelihood estimators of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

Keywords

References

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